2 citations · 5 across the 8 of their papers we have counts for
8 papers
An alternative for the average income estimation using small area methods
Julieth Castañeda, Cristian Tellez, Jairo Fuquene
The average household income is one of the most important indexes for decision making and the modelling of economic inequity and poverty. In this work we propose a practical proced…
A Bayesian approach for small area population estimates using multiple administrative records
Jairo Fúquene, Andryu Mendoza, Cesar Cristancho +1
Small area population estimates are useful for decision making in the private and public sectors. However, in small areas (i.e., those that are difficult to reach and with small po…
Prevalence of international migration: an alternative for small area estimation
Jairo Fuquene, Cesar Cristancho, Mariana Ospina +1
This paper introduces an alternative procedure for estimating the prevalence of international migration at the municipal level in Colombia. The new methodology uses the empirical b…
A Semiparametric Bayesian Extreme Value Model Using a Dirichlet Process Mixture of Gamma Densities
Jairo Fuquene
In this paper we propose a model with a Dirichlet process mixture of gamma densities in the bulk part below threshold and a generalized Pareto density in the tail for extreme value…
A Robust Bayesian Dynamic Linear Model for Latin-American Economic Time Series: "The Mexico and Puerto Rico Cases"
Jairo Fuquene, Marta Alvarez, Luis Pericchi
The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, Robust Bayesian Dynamic Models (RBDMs) do…
A Semiparametric Bayesian Approach for Extreme Values Using Dirichlet Process Mixture of Gamma and Generalized Pareto Densities
Jairo Fuquene
For extreme value estimation we propose to use a model with a Dirichlet process mixture of gamma densities in the center and generalized Pareto densities for the tails. Due to the…
Heavy tailed priors: an alternative to non-informative priors in the estimation of proportions on small areas
Jairo Fuquene, Brenda Betancourt
We explore the Cauchy and a new heavy tailed (Fuquene, Perez and Pericchi (2011)) priors to estimate proportions on small areas. Hierarchical models and the Binomial likelihood in…
Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma
Jairo Fuquene, Maria Perez, Luis Pericchi
Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma